IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
02 Mar 2026 04:13 PM IST
| IRFC 30-MAR-2026 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.1
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 99.34 | 1.67 | -0.81 | 30.67 | 2,446 | 150 | 1,522 | |||||||||
| 27 Feb | 103.55 | 2.38 | -0.4 | 22.8 | 3,488 | 305 | 1,440 | |||||||||
| 26 Feb | 103.23 | 2.8 | -0.96 | 26.33 | 2,270 | 365 | 1,135 | |||||||||
| 25 Feb | 104.56 | 3.76 | -2.7 | 28.55 | 3,573 | 749 | 769 | |||||||||
| 24 Feb | 109.44 | 6.57 | -1.43 | 20.48 | 11 | 7 | 20 | |||||||||
| 23 Feb | 111.89 | 8 | 1 | 16.75 | 15 | 9 | 12 | |||||||||
| 20 Feb | 111.88 | 7 | -7.27 | - | 3 | 0 | 0 | |||||||||
| 19 Feb | 111.38 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 113.31 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 112.99 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 113.18 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 111.44 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 113.53 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 114.33 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 115.46 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 115.07 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 114.53 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 114.71 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Feb | 116.00 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 115.12 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 114.93 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 113.54 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 120.10 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 120.06 | 14.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 120.15 | 14.27 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 105 expiring on 30MAR2026
Delta for 105 CE is 0.32
Historical price for 105 CE is as follows
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 1.67, which was -0.81 lower than the previous day. The implied volatity was 30.67, the open interest changed by 150 which increased total open position to 1522
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 2.38, which was -0.4 lower than the previous day. The implied volatity was 22.8, the open interest changed by 305 which increased total open position to 1440
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 2.8, which was -0.96 lower than the previous day. The implied volatity was 26.33, the open interest changed by 365 which increased total open position to 1135
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 3.76, which was -2.7 lower than the previous day. The implied volatity was 28.55, the open interest changed by 749 which increased total open position to 769
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 6.57, which was -1.43 lower than the previous day. The implied volatity was 20.48, the open interest changed by 7 which increased total open position to 20
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 16.75, the open interest changed by 9 which increased total open position to 12
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 7, which was -7.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 14.27, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| IRFC 30MAR2026 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.1
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 99.34 | 7.2 | 1.96 | 41.1 | 420 | -139 | 838 |
| 27 Feb | 103.55 | 5.46 | 0.36 | 42.03 | 426 | -10 | 980 |
| 26 Feb | 103.23 | 5.06 | 0.54 | 37.64 | 1,351 | -276 | 992 |
| 25 Feb | 104.56 | 4.55 | 2.2 | 37.89 | 4,896 | 897 | 1,268 |
| 24 Feb | 109.44 | 2.17 | 0.26 | 34.67 | 140 | 44 | 364 |
| 23 Feb | 111.89 | 1.98 | -0.32 | 37 | 76 | 4 | 319 |
| 20 Feb | 111.88 | 2.38 | -0.03 | 38.74 | 61 | 12 | 314 |
| 19 Feb | 111.38 | 2.58 | 0.62 | 39.02 | 195 | 22 | 301 |
| 18 Feb | 113.31 | 2 | -0.11 | 37.65 | 303 | 222 | 279 |
| 17 Feb | 112.99 | 2.09 | -0.06 | 37.81 | 53 | 31 | 54 |
| 16 Feb | 113.18 | 2.15 | -0.96 | 38.53 | 4 | 2 | 23 |
| 13 Feb | 111.44 | 3.11 | 0.53 | 41.28 | 24 | 14 | 21 |
| 12 Feb | 113.53 | 2.58 | 1.01 | 41.02 | 6 | 3 | 7 |
| 11 Feb | 114.33 | 1.57 | -1.99 | - | 0 | 0 | 4 |
| 10 Feb | 115.46 | 1.57 | -1.99 | 35.06 | 4 | 3 | 3 |
| 9 Feb | 115.07 | 3.56 | 0 | 8.66 | 0 | 0 | 0 |
| 6 Feb | 114.53 | 3.56 | 0 | 8.3 | 0 | 0 | 0 |
| 5 Feb | 114.71 | 3.56 | 0 | 8.42 | 0 | 0 | 0 |
| 4 Feb | 116.00 | 3.56 | 0 | 9.03 | 0 | 0 | 0 |
| 3 Feb | 115.12 | 3.56 | 0 | 8.56 | 0 | 0 | 0 |
| 2 Feb | 114.93 | 3.56 | 0 | 8.61 | 0 | 0 | 0 |
| 1 Feb | 113.54 | 3.56 | 0 | 9.47 | 0 | 0 | 0 |
| 30 Jan | 120.10 | 3.56 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 120.06 | 3.56 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 120.15 | 3.56 | 0 | 11.28 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 105 expiring on 30MAR2026
Delta for 105 PE is -0.63
Historical price for 105 PE is as follows
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 7.2, which was 1.96 higher than the previous day. The implied volatity was 41.1, the open interest changed by -139 which decreased total open position to 838
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 5.46, which was 0.36 higher than the previous day. The implied volatity was 42.03, the open interest changed by -10 which decreased total open position to 980
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 5.06, which was 0.54 higher than the previous day. The implied volatity was 37.64, the open interest changed by -276 which decreased total open position to 992
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 4.55, which was 2.2 higher than the previous day. The implied volatity was 37.89, the open interest changed by 897 which increased total open position to 1268
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 2.17, which was 0.26 higher than the previous day. The implied volatity was 34.67, the open interest changed by 44 which increased total open position to 364
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 1.98, which was -0.32 lower than the previous day. The implied volatity was 37, the open interest changed by 4 which increased total open position to 319
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 2.38, which was -0.03 lower than the previous day. The implied volatity was 38.74, the open interest changed by 12 which increased total open position to 314
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 2.58, which was 0.62 higher than the previous day. The implied volatity was 39.02, the open interest changed by 22 which increased total open position to 301
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 2, which was -0.11 lower than the previous day. The implied volatity was 37.65, the open interest changed by 222 which increased total open position to 279
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 2.09, which was -0.06 lower than the previous day. The implied volatity was 37.81, the open interest changed by 31 which increased total open position to 54
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 2.15, which was -0.96 lower than the previous day. The implied volatity was 38.53, the open interest changed by 2 which increased total open position to 23
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 3.11, which was 0.53 higher than the previous day. The implied volatity was 41.28, the open interest changed by 14 which increased total open position to 21
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 2.58, which was 1.01 higher than the previous day. The implied volatity was 41.02, the open interest changed by 3 which increased total open position to 7
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 1.57, which was -1.99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 1.57, which was -1.99 lower than the previous day. The implied volatity was 35.06, the open interest changed by 3 which increased total open position to 3
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 8.66, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 8.3, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 0
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 8.61, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 9.47, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 3.56, which was 0 lower than the previous day. The implied volatity was 11.28, the open interest changed by 0 which decreased total open position to 0
